+287.5%
CAH vs ROL
+211.6%
+75.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -5.1% | -3.2% | -2.0% | -4.1% |
| 30D | +0.2% | -4.9% | +5.1% | +1.7% |
| 3M | +6.3% | -25.8% | +32.1% | +16.5% |
| 6M | +9.4% | -37.6% | +46.9% | +26.8% |
| YTD | +15.0% | -41.5% | +56.4% | +35.9% |
| 1Y | +55.4% | -39.5% | +94.9% | +81.6% |
| 3Y | +173.8% | +0.1% | +173.7% | +169.0% |
| 5Y | +395.2% | -4.6% | +399.8% | +384.1% |
| All | +287.5% | +211.6% | +75.8% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling